# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

from AlgorithmImports import *
from Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel

### <summary>
### Regression algorithm showing how to implement a custom universe selection model and asserting it's behavior
### </summary>
class CustomUniverseSelectionModelRegressionAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2014,3,24)
        self.SetEndDate(2014,4,7)

        self.UniverseSettings.Resolution = Resolution.Daily
        self.SetUniverseSelection(CustomUniverseSelectionModel())

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''
        if not self.Portfolio.Invested:
            for kvp in self.ActiveSecurities:
                self.SetHoldings(kvp.Key, 0.1)

class CustomUniverseSelectionModel(FundamentalUniverseSelectionModel):

    def __init__(self, filterFineData = True, universeSettings = None):
        super().__init__(filterFineData, universeSettings)
        self._selected = False

    def SelectCoarse(self, algorithm, coarse):
        return [Symbol.Create('AAPL', SecurityType.Equity, Market.USA)]

    def SelectFine(self, algorithm, fine):
        if not self._selected:
            self._selected = True
            return [ x.Symbol for x in fine ]
        return Universe.Unchanged
